S&P / TSX 60 VIX Index CAD

CBOE EFA ETF Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$m$	26
$α$	1.0000	9,999,900.00
$β$	0.0024	24,320.00
$γ$	-0.0048	-48,440.00
$λ_{1}$	1.0742	10,741,590.00
$λ_{2}$	0.0898	897,590.00
$λ_{3}$	0.0015	14,990.00

V-Lab

Vanguard Global Value Factor MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:11.96% (-18.79%)

Date Range:

Parameter Estimates

News Impact Curve

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